Empirical deep hedging (Q6101025)
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scientific article; zbMATH DE number 7698364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical deep hedging |
scientific article; zbMATH DE number 7698364 |
Statements
Empirical deep hedging (English)
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20 June 2023
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options
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hedging
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deep reinforcement learning
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stochastic volatility
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